+34.5%
QXO vs VTR
+99.2%
-64.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -7.8% | -0.3% | -7.5% | -7.7% |
| 30D | -18.1% | +1.1% | -19.2% | -18.3% |
| 3M | -25.8% | +7.9% | -33.7% | -26.9% |
| 6M | -41.7% | +6.2% | -47.9% | -42.5% |
| YTD | -36.2% | +17.7% | -53.9% | -38.1% |
| 1Y | -42.1% | +32.9% | -75.0% | -45.0% |
| 3Y | -46.2% | +129.7% | -175.8% | -54.4% |
| 5Y | -70.7% | +89.3% | -160.0% | -74.6% |
| All | +34.5% | +99.2% | -64.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling